+57.8%
IJH vs CAPR
+239.1%
-181.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | -0.1% |
| 7D | +2.3% | +5.9% | -3.6% | +2.2% |
| 30D | +2.1% | +44.6% | -42.6% | +1.8% |
| 3M | -5.7% | +126.4% | -132.0% | -6.3% |
| 6M | +1.4% | -68.6% | +70.0% | +1.6% |
| YTD | +12.6% | -67.0% | +79.6% | +12.8% |
| 1Y | +16.1% | +65.2% | -49.0% | +13.2% |
| 3Y | +57.8% | +235.6% | -177.7% | +39.4% |
| All | +57.8% | +239.1% | -181.3% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling